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Globalminimumvariance software
 

Globalminimumvariance

Global-Minimum-Variance model and 1/N model optimal asset allocation This will calculate the weights for the .. 1. Global-Minimum-Variance model 2. 1/N modelCalculate your returns, put them into excel. Let Matlab read it and run the file.Et voila.


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 10 KB Download (43): Global-Minimum-Variance model and 1/N model optimal asset allocation Download